+2,164.4%
FIX vs DKNG
-63.0%
+2,227.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | -5.7% | -6.4% | +0.7% | -4.9% |
| 3M | -7.4% | -17.6% | +10.2% | -5.3% |
| 6M | +15.1% | -5.7% | +20.8% | +13.9% |
| YTD | +70.7% | -31.2% | +101.9% | +78.2% |
| 1Y | +111.9% | -48.1% | +160.0% | +132.2% |
| 3Y | +759.5% | -25.6% | +785.1% | +771.9% |
| 5Y | +2,164.4% | -62.0% | +2,226.4% | +2,297.5% |
| All | +2,164.4% | -63.0% | +2,227.4% | +2,297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling